You mean like the CME would make an exception that would actually BREAK THE CONTRACT YOU ENTERED BY BUYING THE CONTRACT YOU BOUGHT (!) at their own disadvantage just because you go there and ask?

Been taking something interesting lately?

Seriously: no, contracts do not expire for fun - that is part of their pricing (for example the price difference between contracts reflects the COST to carry the good between the settlement dates as "fair value" or "neutral value".

As such, the settlement is not some arbitrary "let's wipe them". What you ask is similar to "is it possible to somehow turn my 42" LCD TV into a 54" LCD TV".

When contract volume switches to the next month you roll to the next contract. It is like a spread trade. But you have to do that on or before the volume switch because afterwards it is more expensive to roll and if the contracts are not settled with cash you will need to deliver or get delivery.

yeah well, in the old days, little speculators use to occasionally get assigned delivery, and then it was just a bunch of expensive paperwork to get the whole thing settled.

Nowadays, if you are trading with ib, you can't even take delivery if you wanted to. They will close you out first.

otherwise, be aware of when the rollout day is and just roll out like everybody else does. In most cases the spread will be the same as what you were use to (maybe a tick more). Do it a day early or a day late and you will pay the spread.